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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+13.01%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$116B
AUM Growth
+$15B
Cap. Flow
+$2.34B
Cap. Flow %
2.02%
Top 10 Hldgs %
15.62%
Holding
4,062
New
162
Increased
2,269
Reduced
1,463
Closed
138

Top Buys

Rank Stock Value
1
DIS icon
Walt Disney
DIS
+$177M
2
META icon
Meta Platforms (Facebook)
META
+$109M
3
AMZN icon
Amazon
AMZN
+$90M
4
MSFT icon
Microsoft
MSFT
+$75.9M
5
AAPL icon
Apple
AAPL
+$73.3M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$319M
2
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
+$198M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$106M
4
AMJ
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
+$80.1M
5
CVS icon
CVS Health
CVS
+$73.7M

Sector Composition

Rank Sector Weight
1 Technology 14.88%
2 Financials 13.45%
3 Healthcare 12.01%
4 Consumer Discretionary 8.79%
5 Industrials 8.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UNF icon
1676
Unifirst Corp
UNF
$5.45B
$5.15M ﹤0.01%
33,561
+2,701
+9% +$380K
SSTK icon
1677
Shutterstock
SSTK
$209M
$5.15M ﹤0.01%
110,451
-1,927
-2% -$81.3K
NAVG
1678
DELISTED
Navigators Group Inc
NAVG
$5.13M ﹤0.01%
73,447
-577
-0.8% -$40.3K
WLK icon
1679
Westlake Corp
WLK
$9.26B
$5.13M ﹤0.01%
75,541
-8,803
-10% -$638K
MC icon
1680
Moelis & Co
MC
$4.85B
$5.13M ﹤0.01%
123,160
-8,923
-7% -$381K
XLF icon
1681
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$5.12M ﹤0.01%
198,999
+19,939
+11% +$515K
VMO icon
1682
Invesco Municipal Opportunity Trust
VMO
$651M
$5.11M ﹤0.01%
+428,259
New +$5.04M
CRS icon
1683
Carpenter Technology
CRS
$26.4B
$5.1M ﹤0.01%
111,284
+4,269
+4% +$190K
TEN
1684
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$5.09M ﹤0.01%
229,893
+42,843
+23% +$1.35M
AHRT
1685
AH Realty Trust
AHRT
$536M
$5.09M ﹤0.01%
326,295
+27,885
+9% +$420K
FLOW
1686
DELISTED
SPX FLOW, Inc.
FLOW
$5.08M ﹤0.01%
159,248
-215
-0.1% -$7.06K
JPC icon
1687
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$5.07M ﹤0.01%
532,050
+91,989
+21% +$846K
WRLD icon
1688
World Acceptance Corp
WRLD
$861M
$5.07M ﹤0.01%
43,259
-185
-0.4% -$20.9K
MDR
1689
DELISTED
McDermott International
MDR
$5.04M ﹤0.01%
677,719
+114,685
+20% +$945K
CATY icon
1690
Cathay General Bancorp
CATY
$4.23B
$5.03M ﹤0.01%
148,249
+1,748
+1% +$64.2K
LGF.B
1691
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$5.03M ﹤0.01%
332,880
+222,921
+203% +$3.5M
OTTR icon
1692
Otter Tail
OTTR
$3.81B
$5.02M ﹤0.01%
100,738
+9,889
+11% +$486K
AIMC
1693
DELISTED
Altra Industrial Motion Corp
AIMC
$5.01M ﹤0.01%
161,441
+28,431
+21% +$862K
GTX icon
1694
Garrett Motion
GTX
$5.39B
$5M ﹤0.01%
339,431
+38,378
+13% +$578K
SEM
1695
DELISTED
Select Medical
SEM
$5M ﹤0.01%
657,902
-73,286
-10% -$589K
CHRD icon
1696
Chord Energy
CHRD
$7.68B
$4.99M ﹤0.01%
826,217
+186,224
+29% +$1.12M
UCB
1697
United Community Banks
UCB
$4.26B
$4.96M ﹤0.01%
198,814
+37,578
+23% +$976K
JHG
1698
DELISTED
Janus Henderson
JHG
$4.95M ﹤0.01%
198,262
+53,858
+37% +$1.25M
AZTA icon
1699
Azenta
AZTA
$1.3B
$4.95M ﹤0.01%
168,739
+14,638
+9% +$440K
HEI.A icon
1700
HEICO Corp Class A
HEI.A
$36B
$4.94M ﹤0.01%
58,821
+7,304
+14% +$536K
66 67
68
69 70

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AF
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MCM
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PSUF
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SCC
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BAM
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Parametric Portfolio Associates's Q1 2019 Portfolio in Review

As of Q1 2019, Parametric Portfolio Associates held 4,062 positions worth $116B, up 15% from $101B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q1 2019 filing shows 162 new, 2,269 increased, 1,463 reduced and 138 closed positions. Its largest new stake was Fox Class A: 1,387,649 shares worth $50.9M. The largest sale was iShares Core S&P 500 ETF, an estimated $319M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2019 buy was Fox Class A: 1,387,649 shares worth $50.9M.
  • Parametric Portfolio Associates added most to Walt Disney in Q1 2019, an estimated $177M increase.
  • Parametric Portfolio Associates's biggest Q1 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $319M.
  • Parametric Portfolio Associates fully exited Twenty-First Century Fox, Inc. Class A in Q1 2019, selling an estimated $198M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $116B portfolio in Q1 2019.
  • Parametric Portfolio Associates opened 162 new positions and closed 138 in Q1 2019.
  • Parametric Portfolio Associates's portfolio value rose 15% quarter-over-quarter to $116B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2019, filed 9 May 2019.